MCX
Multi Commodity Exchange
Historical option data for MCX
30 Jan 2026 04:11 PM IST
| MCX 24-FEB-2026 2520 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 2.61
Theta: -2.79
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Jan | 2528.00 | 129 | -102.25 | 46.91 | 226 | 5 | 120 | |||||||||
| 29 Jan | 2686.00 | 233.75 | 75.05 | 37.11 | 92 | -17 | 113 | |||||||||
| 28 Jan | 2593.00 | 159.75 | 80.15 | 36.73 | 813 | 1 | 127 | |||||||||
| 27 Jan | 2418.00 | 83.25 | 25.9 | 40.68 | 316 | 76 | 125 | |||||||||
| 23 Jan | 2282.00 | 57.35 | -0.65 | 47.49 | 52 | 13 | 47 | |||||||||
| 22 Jan | 2314.00 | 58 | -1.8 | 44.06 | 36 | -4 | 35 | |||||||||
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| 21 Jan | 2320.00 | 59.8 | -9.5 | 42.29 | 5 | 0 | 38 | |||||||||
| 20 Jan | 2373.00 | 67.7 | -21.75 | 39.68 | 42 | 21 | 37 | |||||||||
| 19 Jan | 2429.00 | 89.45 | 10.15 | 38.68 | 15 | 5 | 12 | |||||||||
| 16 Jan | 2446.00 | 79.3 | -216.05 | 31.57 | 8 | 7 | 7 | |||||||||
| 14 Jan | 2417.00 | 295.35 | 0 | 2.47 | 0 | 0 | 0 | |||||||||
| 13 Jan | 2293.00 | 295.35 | 0 | 6.38 | 0 | 0 | 0 | |||||||||
| 12 Jan | 2235.00 | 295.35 | 0 | 7.69 | 0 | 0 | 0 | |||||||||
| 9 Jan | 2191.00 | 295.35 | 0 | 9.48 | 0 | 0 | 0 | |||||||||
For Multi Commodity Exchange - strike price 2520 expiring on 24FEB2026
Delta for 2520 CE is 0.54
Historical price for 2520 CE is as follows
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 129, which was -102.25 lower than the previous day. The implied volatity was 46.91, the open interest changed by 5 which increased total open position to 120
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 233.75, which was 75.05 higher than the previous day. The implied volatity was 37.11, the open interest changed by -17 which decreased total open position to 113
On 28 Jan MCX was trading at 2593.00. The strike last trading price was 159.75, which was 80.15 higher than the previous day. The implied volatity was 36.73, the open interest changed by 1 which increased total open position to 127
On 27 Jan MCX was trading at 2418.00. The strike last trading price was 83.25, which was 25.9 higher than the previous day. The implied volatity was 40.68, the open interest changed by 76 which increased total open position to 125
On 23 Jan MCX was trading at 2282.00. The strike last trading price was 57.35, which was -0.65 lower than the previous day. The implied volatity was 47.49, the open interest changed by 13 which increased total open position to 47
On 22 Jan MCX was trading at 2314.00. The strike last trading price was 58, which was -1.8 lower than the previous day. The implied volatity was 44.06, the open interest changed by -4 which decreased total open position to 35
On 21 Jan MCX was trading at 2320.00. The strike last trading price was 59.8, which was -9.5 lower than the previous day. The implied volatity was 42.29, the open interest changed by 0 which decreased total open position to 38
On 20 Jan MCX was trading at 2373.00. The strike last trading price was 67.7, which was -21.75 lower than the previous day. The implied volatity was 39.68, the open interest changed by 21 which increased total open position to 37
On 19 Jan MCX was trading at 2429.00. The strike last trading price was 89.45, which was 10.15 higher than the previous day. The implied volatity was 38.68, the open interest changed by 5 which increased total open position to 12
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 79.3, which was -216.05 lower than the previous day. The implied volatity was 31.57, the open interest changed by 7 which increased total open position to 7
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 6.38, the open interest changed by 0 which decreased total open position to 0
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 7.69, the open interest changed by 0 which decreased total open position to 0
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 295.35, which was 0 lower than the previous day. The implied volatity was 9.48, the open interest changed by 0 which decreased total open position to 0
| MCX 24FEB2026 2520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 2.61
Theta: -2.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Jan | 2528.00 | 126 | 78.8 | 50.43 | 803 | 51 | 234 |
| 29 Jan | 2686.00 | 46.8 | -27.7 | 44.1 | 358 | 27 | 183 |
| 28 Jan | 2593.00 | 70.7 | -2353.85 | 41.2 | 758 | 156 | 156 |
| 27 Jan | 2418.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 2282.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 2314.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 2320.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 2373.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 2429.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 2446.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 2417.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 2293.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 2235.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 2191.00 | 2424.55 | 0 | - | 0 | 0 | 0 |
For Multi Commodity Exchange - strike price 2520 expiring on 24FEB2026
Delta for 2520 PE is -0.46
Historical price for 2520 PE is as follows
On 30 Jan MCX was trading at 2528.00. The strike last trading price was 126, which was 78.8 higher than the previous day. The implied volatity was 50.43, the open interest changed by 51 which increased total open position to 234
On 29 Jan MCX was trading at 2686.00. The strike last trading price was 46.8, which was -27.7 lower than the previous day. The implied volatity was 44.1, the open interest changed by 27 which increased total open position to 183
On 28 Jan MCX was trading at 2593.00. The strike last trading price was 70.7, which was -2353.85 lower than the previous day. The implied volatity was 41.2, the open interest changed by 156 which increased total open position to 156
On 27 Jan MCX was trading at 2418.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan MCX was trading at 2282.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan MCX was trading at 2314.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan MCX was trading at 2320.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan MCX was trading at 2373.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan MCX was trading at 2429.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan MCX was trading at 2446.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan MCX was trading at 2417.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan MCX was trading at 2293.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan MCX was trading at 2235.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan MCX was trading at 2191.00. The strike last trading price was 2424.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































